Universal Access To All Knowledge
Home Donate | Store | Blog | FAQ | Jobs | Volunteer Positions | Contact | Bios | Forums | Projects | Terms, Privacy, & Copyright
Search: Advanced Search
Anonymous User (login or join us)
Upload
Search Results
Results: 1 through 3 of 3 (0.002 secs)
You searched for: creator:"Tony Sit"
[audio](monoKraK159) Tony Sit "Secret" - Tony Sit
2 free Wav tracks of deep electronica music for monoKraK net label (http://www.monokrak.net)
Keywords: deep electronica; Tony Sit; monoKraK; netlabel
Downloads: 1,228
[texts]Parameter Estimation using Empirical Likelihood combined with Market Information - Steven Kou
During the last decade Levy processes with jumps have received increasing popularity for modelling market behaviour for both derviative pricing and risk management purposes. Chan et al. (2009) introduced the use of empirical likelihood methods to estimate the parameters of various diffusion processes via their characteristic functions which are readily avaiable in most cases. Return series from the market are used for estimation...
Downloads: 2
[texts]From Boundary Crossing of Non-Random Functions to Boundary Crossing of Stochastic Processes - Mark Brown
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is provided by the optional sampling theorem in conjunction with martingale inequalities. Deriving the explicit close form solution for the expected crossing times may be difficult...
Downloads: 5
Advanced search

Group results by:

> Relevance
Mediatype
Collection

Related mediatypes

texts
audio